-33.9%
DOW vs LTH
+152.0%
-185.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -6.0% | -4.0% | -2.0% | -5.5% |
| 30D | -2.7% | -1.7% | -1.1% | -2.5% |
| 3M | -10.5% | +28.0% | -38.5% | -14.0% |
| 6M | -12.4% | +54.1% | -66.5% | -18.9% |
| YTD | +30.0% | +57.1% | -27.0% | +19.9% |
| 1Y | +27.8% | +45.8% | -18.0% | +19.2% |
| 3Y | -34.9% | +157.6% | -192.5% | -45.7% |
| All | -33.9% | +152.0% | -185.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling